I=
Pakistan Research Repository Home
 

Title of Thesis

Statistical Analysis of the Paired Models through Bayesian Approach.

Author(s)

Saima Altaf

Institute/University/Department Details
Department of Statistics / Quaid-i-Azam University, Islamabad
Session
2009
Subject
Statistics
Number of Pages
220
Keywords (Extracted from title, table of contents and abstract of thesis)
Statistics, Bayesian, Probabilities, Approach, Model, Hyperparameters, Distribution, Paired, Statistical, Analysis, Estimates, Comparison, Marginal

Abstract
Bayesian statistics provides a theory of inference which enables us to narrate the results of observation with hypothetical predictions and it provides the only generic tool for incorporating new experimental evidence and updating the existing information. In most of the pragmatic situations in Statistics, we have to deals with comparisons. One such comparing technique is the paired comparisons. The method of paired comparison has been widely employed to remove some of the difficulties involved in the simultaneous comparison of several objects. This method is being used in experimentation and research methodologies in which subjective judgment is involved. So it has become demanding to tract the attention of many of the Bayesian analytics. In recent years, many models for paired comparisons have been devised.
The present study contributes to the theory of Bayesian Statistics by presenting Bayesian analysis for four different paired comparison models: the Davidson model with order effect, the Rao-Kupper model with order effect, the van Barren model VI and the
amended Davidson model. For the analysis, both the noninformative and informative priors are used. The joint posterior distributions and the marginal posterior distributions of the parameters of the models are derived, the posterior estimates (means and modes) of the parameters, the predictive probabilities for future single paired comparison and the posterior probabilities for comparing the two parameters are calculated. The use of the Gibbs sampling procedure is also given in this study. The analysis has been performed for
three and four treatments.
An interesting amendment has been made in the Davidson model to accommodate the no preference category for those respondents who genuinely have no preference as well as those who have not been able to distinguish between the two treatments/objects. We give the Bayesian analysis of the amended model using both the noninformative and the informative priors.
For using the informative prior, the hyperparameters are elicited through the prior predictive distribution. Those values of the hyperparameters are elicited at which the difference between the confidence levels characterized by the hyperparameters in prior predictive distribution and the elicited confidence levels of expert is the minimum.
For the analysis, the entire calculation of the posterior estimates, the predictive and the preference probabilities and the marginal distributions along with their graphical presentations as well as the posterior probabilities for testing of hypotheses of comparing parameters is carried out mainly in SAS package. For the novelty of our work, an assessment that has been done by comparing the posterior estimates, the predictive probabilities for future single paired comparison and the posterior probabilities of hypotheses for comparing parameters of the said three models has also been included. The small data set is also considered for the analysis of the models. Finally, some ideas for future research has also been proposed and appendices carrying some important programs designed in SAS and Mathematica packages have been added.

Download Full Thesis
1,319 KB
S. No. Chapter Title of the Chapters Page Size (KB)
1 0 CONTENTS

 

i
65 KB
2

1

INTRODUCTION

 

1
25 KB
3 2 BAYESIAN STATISTICS AND PAIRED COMPARISON MODELS

2.1 Paired Comparison Method
2.2 Bayesian Statistics
2.3 Gibbs Sampling Procedures
2.4 Some Examples of Paired Comparison Method
2.5 Review of Literature about Paired Comparison Models

5
141 KB
4 3 BAYESIAN ANALYSIS OF THE DAVIDSONMODEL

3.1 Introduction
3.2 The Davidson Model with Order Effect
3.3 Bayesian Analysis using Uniform Prior
3.4 Bayesian Analysis using the Jeffreys Prior
3.5 Bayesian Analysis using the Informative Prior
3.6 Bayesian Analysis using the Conjugate Prior
3.7 Appropriateness of the Model using the Informative (D-G-G) Prior

27
382 KB
5

4

BAYESIAN ANALYSIS OF VAN BARREN MODEL VI

4.1 Introduction
4.2 The van Barren Model VI for Paired Comparison
4.3 Bayesian Analysis using Uniform Prior
4.4 Bayesian Analysis using the Jeffreys Prior
4.5 Bayesian Analysis using the Informative Prior
4.6 Bayesian Analysis using the Conjugate Prior
4.7 Appropriateness of the Model using the Informative (D-G-G) Prior

70
284 KB
6

5

BAYESIAN ANALYSIS OF THE RAO-KUPPER MODEL

5.1 Introduction
5.2 The Rao-Kupper Model
5.3 Notations and the Likelihood
5.4 Bayesian Analysis using Uniform Prior
5.5 Bayesian Analysis using the Jeffreys Prior
5.6 Bayesian Analysis using the Informative Prior
5.7 Bayesian Analysis using the Conjugate Prior
5.8 Appropriateness of the Model using the Informative (D-G-G) Prior

105
278 KB
7

6

COMPARISON AMONG THE DAVIDSON, THE RAO-KUPPER AND THE VAN BARREN VI MODELS

6.1 Introduction
6.2 Comparison among the Models via the Posterior Estimates
6.3 Testing of Hypotheses using the Different Priors for m = 4
6.4 Predictive Probabilities using the Different Priors for m = 4
6.5 Comparison of the Posterior Variances
6.6 PosteriorMeans for Small Sample Size when m = 4
6.7 A Real Life Example for the Three Model

139
131 KB
8

7

BAYESIAN ANALYSIS OF THE AMENDED DAVIDSONMODEL

7.1 Introduction
7.2 Amended Davidson Model for Paired Comparison
7.3 Bayesian Analysis using Uniform Prior
7.4 Bayesian Analysis using the Jeffreys Prior
7.5 Bayesian Analysis using the Informative Prior
7.6 Bayesian Analysis using Conjugate Prior

154
224 KB
9

8

CONCLUSIONS AND FURTHER RESEARCH PROPOSALS

8.1 Introduction
8.2 Comparison of the Three models
8.3 The Amended Davidson Model
8.4 Recommendations for Further Research

181
73 KB
10

9

REFERENCES AND APPENDIX

 

186
223 KB